Related papers: Partially observed Markov random fields are variab…
We derive a Poisson random field model for population site polymorphisms differences within and between two species that share a relatively recent common ancestor. The model can be either equilibrium or time inhomogeneous. We first consider…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
In this paper we show that any one-dimensional stationary, finite-valued Markov Random Field (MRF) is a Markov chain, without any mixing condition or condition on the support. Our proof makes use of two properties of the support $X$ of a…
In this paper we study the nearest neighbor Ising model with ferromagnetic interactions in the presence of a space dependent magnetic field which vanishes as $|x|^{-\alpha}$, $\alpha >0$, as $|x|\to \infty$. We prove that in dimensions…
We compute the probability of finding metastable states at a given field in the mean-field random field Ising model at T=0. Remarkably, this probability is finite in the thermodynamic limit, even on the so-called ``unstable'' branch of the…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…
Mean-field models are a popular tool in a variety of fields. They provide an understanding of the impact of interactions among a large number of particles or people or other "self-interested agents", and are an increasingly popular tool in…
The $q$-neighbor Ising model is investigated on homogeneous random graphs with a fraction of edges associated randomly with antiferromagnetic exchange integrals and the remaining edges with ferromagnetic ones. It is a nonequilibrium model…
Let $\Gamma$ act on a countable set V with only finitely many orbits. Given a $\Gamma$-invariant random environment for a Markov chain on V and a random scenery, we exhibit, under certain conditions, an equivalent stationary measure for the…
Recently for a class of critically intermittent random systems a phase transition was found for the finiteness of the absolutely continuous invariant measure. The systems for which this result holds are characterized by the interplay…
Recently, there has been some vigorous interest in the out-of-equilibrium quasistationary states (QSSs), with lifetimes diverging with the number N of degrees of freedom, emerging from numerical simulations of the ferromagnetic XY…
I consider the use of Markov random fields (MRFs) on a fine grid to represent latent spatial processes when modeling point-level and areal data, including situations with spatial misalignment. Point observations are related to the grid cell…
Over the last few years it was pointed out that certain observables of time-evolving quantum systems may have singularities at certain moments in time, mimicking the singularities physical systems have when undergoing phase transitions.…
The phase diagram of the random field Ising model on the Bethe lattice with a symmetric dichotomous random field is closely investigated with respect to the transition between the ferromagnetic and paramagnetic regime. Refining arguments of…
We extend our previous study of Markov chains on finite commutative rings (arXiv:1605.05089) to arbitrary finite rings with identity. At each step, we either add or multiply by a randomly chosen element of the ring, where the addition…
In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of…
This note presents conjectures on polynomial/algebraic/sub-exponential convergence of transition probabilities for $\lambda$-null recurrent and $\lambda$-transient Markov chains in continuous time. The only known positive examples are in…
We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices of the graph is, under mild regularity conditions, a…
In this paper, we study the mean field limit of interacting particles with memory that are governed by a system of interacting non-Markovian Langevin equations. Under the assumption of quasi-Markovianity (i.e. that the memory in the system…